Because originally, Parasite Eve 1 on PS1 was not released in Europe or the PAL region. PS1 Classics are based on the original releases; if a game was released only in North America originally then it won't be available in Europe on PSN as a PS1 Classic. There are only a few exceptions to this listed on PSN as "Import" releases, but some of them suffered from speed issues due to the PAL system running on a different frequency compared to NTSC originally.